I buy around 3 a month, at about $10-13 each, shipped, from mymusic.com (when they've got what I need), or straight from record labels. I buy a large amount of indie records which unlike Top 40 stuff are not as easy to obtain over the internet. In addition, these people aren't moving millions of units, and they're on small labels that allow them creativity and pay them fairly. So when I buy one of their records I'm supporting them and their music in a very real way. I'm putting food in their mouths instead of jewelry around their (and their labels) necks.
I'm not big on mp3 CD's anyway because the sound quality sucks so much that they are worth every penny of the $0.00 you paid for them. And yes I know you CAN make really good sounding mp3's, but most of the ones you find on p2p services and FTP flat out suck.